# Optimal and robust noncausal filter formulations

@article{Einicke2006OptimalAR,
title={Optimal and robust noncausal filter formulations},
author={G. Einicke},
journal={IEEE Transactions on Signal Processing},
year={2006},
volume={54},
pages={1069-1077}
}
• G. Einicke
• Published 2006
• Computer Science, Mathematics
• IEEE Transactions on Signal Processing
• The paper describes an optimal minimum-variance noncausal filter or fixed-interval smoother. The optimal solution involves a cascade of a Kalman predictor and an adjoint Kalman predictor. A robust smoother involving H/sub /spl infin// predictors is also described. Filter asymptotes are developed for output estimation and input estimation problems which yield bounds on the spectrum of the estimation error. These bounds lead to a priori estimates for the scalar /spl gamma/ in the H/sub /spl infin… CONTINUE READING

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